Greed would have his cake and eat it too if he knew he could get away with it. But when Greed got his hands on something nothing was going to keep it from him. While it may seem he was making a selfless act to 'protect' his toy, he was really just being relentless on letting it go. Greed would die just to hang on to something. In the middle of an apocalyptic battle, if it was between him and his sword and God---he would go with the sword. God could send him with a one way ticket to hell and he go down with a smile on his face.
Losing both his possessions for one fuck---which was more worth it? That was the bargain Lust was putting him up for. Lust could and would make him miserable just to sate her own selfishness. He couldn't expect any less, because he would have done the same. He hadn't left her much of a choice when he'd taken from her. His eyes dropped to the floor, following her hand. Now he just looked like a pitiful little boy without anything to keep him occupied.